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Fb tryout using p for globals #67

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c9383a7
Update evaluate_model.r
frbl Sep 7, 2018
5087f51
Updated evaluate model function to make it more robust in irf
frbl Sep 10, 2018
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12 changes: 9 additions & 3 deletions R/evaluate_model.r
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Original file line number Diff line number Diff line change
Expand Up @@ -239,15 +239,21 @@ run_var <- function(data,lag,simple_models,...) {
m
}

estimate_var_model <- function(data, lag, ...) {
estimate_var_model <- function(data, p, ...) {
# This fix is performed so the call to the VAR function does not include a
# ..1 whenever all of the ...'s elements are NULL. This matters when
# performing IRF, as it will use the call function to perform an update of
# the VAR model.
if (all(unlist(lapply(list(...), function(x) is.null(x))))) {
return(vars::VAR(data, p = lag))
return(vars::VAR(y = data, p = p))
}
return(vars::VAR(data, p = lag, ...))
# Note the do.call here. Instead of running
# vars::VAR(y = data, p = p, ...)
# we run this do.call in order to expand and explicitly include the ... and
# other params. This way, when we run the `update` function on the call of
# this object, we can rely on all information being available in the object
# itself (instead of relying on global env).
return(do.call(vars::VAR, c(list(y=data, p=p), list(...))))
}

add_intercepts <- function(varest) {
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